Inhalt
[ 201MMWWFIMV22 ] UE Financial Mathematics
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| Es ist eine neuere Version 2025W dieser LV im Curriculum Master's programme Computational Mathematics 2025W vorhanden. |
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| Workload |
Education level |
Study areas |
Responsible person |
Hours per week |
Coordinating university |
| 1,5 ECTS |
B3 - Bachelor's programme 3. year |
Mathematics |
Gerhard Larcher |
1 hpw |
Johannes Kepler University Linz |
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| Detailed information |
| Original study plan |
Bachelor's programme Technical Mathematics 2024W |
| Objectives |
Support to achieve the goals of the corresponding course.
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| Subject |
Basic financial products, financial derivatives, the no-arbitrage principle, basic mathematical models in finance, valuation of options in binomial models, the Black-Scholes formula, implicit volatility, hedging, path-dependent options, valuation of American options, Monte Carlo-methods in finance.
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| Criteria for evaluation |
Elaboration and presentation of exercises, if necessary additional a written examination
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| Language |
English and French |
| Changing subject? |
No |
| Earlier variants |
They also cover the requirements of the curriculum (from - to)
TM1WFUEFINA: UE Financial mathematics (2000W-2022S)
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| On-site course |
| Maximum number of participants |
25 |
| Assignment procedure |
Direct assignment |
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